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nelsonandara has contributed to 3 posts out of 21202 total posts
(0.01%) in 6,491 days (0.00 posts per day).
20 Most recent posts:
IQFeed Developer Support »
Problems retrieving History in C# .NET via COM Aug 22, 2006 04:29 PM
(Total replies: 5)
Hi Jean Francois, I noticed that when receiving History messages, if you have anymore than one event registered at a time, you get an exception that apparently comes from COM, not the C# code. I would also like to have the abillity to register more than one event ( at least TickProgress and TickCompleted ) at the same time. If anyone knows about a way to accomplish this in .NET, please share. Nelson Andara nelsonandara@comcast.net
IQFeed Developer Support »
Problems retrieving History in C# .NET via COM Aug 21, 2006 10:59 AM
(Total replies: 5)
Hi Steve, thanks for your quick response. I noticed that the application started receiving History data as soon as the market opened. Are there scheduled times when port 9100 is down? I will move forward with my implementation in terms of better multithreading and front end. I look forward to more information on the availability of port 9100 for historic data feeds. Regards, Nelson Nelson Andara nelsonandara@comcast.net
IQFeed Developer Support »
Problems retrieving History in C# .NET via COM Aug 21, 2006 12:21 AM
(Total replies: 5)
I created a program based on a posting from January 2005 from Dennis. THey program compiles and runs, everything works well when requesting real time Level 1 data. However, when I request Tick History using RequestTickHistory, the call does not cause a runtime error, but the event handlers associated with this call ( TickProgress or TickCompleted ) do not fire. In this example I am using the IQFEED_DEMO application name. I have tried replacing with my own credentials and the symptoms are the same. I have been able to see that the connection is registered by the IQConnect Manager. I am appending the frmMain.cs contents of my project. Any help on this issue will be greatly appreciated. Regards, Nelson Andara // Sample application to request level1 and History via COM using System; using System.Drawing; using System.Collections; using System.ComponentModel; using System.Windows.Forms; using System.Data; using DTNHISTORYLOOKUPLib; namespace CSharpLevel1Com { /// <summary> /// Summary description for Form1. /// </summary> public class frmMain : System.Windows.Forms.Form { string strSymbol = ""; private bool reporting_history = false; private System.Windows.Forms.Label lblSymbol; private System.Windows.Forms.TextBox txtSymbol; private System.Windows.Forms.Button cmdGetData; private System.Windows.Forms.ListBox lstData; private AxIQFEEDYLib.AxIQFeedY axIQFeedY1; private HistoryLookupClass m_HistoryLookupClass; /// <summary> /// Required designer variable. /// </summary> private System.ComponentModel.Container components = null; public frmMain() { // // Required for Windows Form Designer support // InitializeComponent(); // // TODO: Add any constructor code after InitializeComponent call // this.m_HistoryLookupClass = new HistoryLookupClass(); this.m_HistoryLookupClass.MinuteCompleted += new _IHistoryLookupEvents_MinuteCompletedEventHandler(m_HistoryLookupClass_MinuteCompleted); this.m_HistoryLookupClass.TickCompleted += new _IHistoryLookupEvents_TickCompletedEventHandler(m_HistoryLookupClass_TickCompleted); this.m_HistoryLookupClass.TickProgress += new _IHistoryLookupEvents_TickProgressEventHandler(m_HistoryLookupClass_TickProgress); } /// <summary> /// Clean up any resources being used. /// </summary> protected override void Dispose( bool disposing ) { if( disposing ) { if (components != null) { components.Dispose(); } this.axIQFeedY1.RemoveClientApp(); } base.Dispose( disposing ); } #region Windows Form Designer generated code /// <summary> /// Required method for Designer support - do not modify /// the contents of this method with the code editor. /// </summary> private void InitializeComponent() { System.Resources.ResourceManager resources = new System.Resources.ResourceManager(typeof(frmMain)); this.lblSymbol = new System.Windows.Forms.Label(); this.txtSymbol = new System.Windows.Forms.TextBox(); this.cmdGetData = new System.Windows.Forms.Button(); this.lstData = new System.Windows.Forms.ListBox(); this.axIQFeedY1 = new AxIQFEEDYLib.AxIQFeedY(); ((System.ComponentModel.ISupportInitialize)(this.axIQFeedY1)).BeginInit(); this.SuspendLayout(); // // lblSymbol // this.lblSymbol.Location = new System.Drawing.Point(8, 8); this.lblSymbol.Name = "lblSymbol"; this.lblSymbol.Size = new System.Drawing.Size(48, 16); this.lblSymbol.TabIndex = 0; this.lblSymbol.Text = "Symbol: "; // // txtSymbol // this.txtSymbol.CharacterCasing = System.Windows.Forms.CharacterCasing.Upper; this.txtSymbol.Location = new System.Drawing.Point(72, 8); this.txtSymbol.Name = "txtSymbol"; this.txtSymbol.Size = new System.Drawing.Size(136, 20); this.txtSymbol.TabIndex = 1; this.txtSymbol.Text = "TXTSYMBOL"; // // cmdGetData // this.cmdGetData.Location = new System.Drawing.Point(216, 8); this.cmdGetData.Name = "cmdGetData"; this.cmdGetData.Size = new System.Drawing.Size(88, 24); this.cmdGetData.TabIndex = 2; this.cmdGetData.Text = "&Get Data"; this.cmdGetData.Click += new System.EventHandler(this.cmdGetData_Click); // // lstData // this.lstData.HorizontalScrollbar = true; this.lstData.Location = new System.Drawing.Point(8, 40); this.lstData.Name = "lstData"; this.lstData.Size = new System.Drawing.Size(656, 316); this.lstData.TabIndex = 3; // // axIQFeedY1 // this.axIQFeedY1.Enabled = true; this.axIQFeedY1.Location = new System.Drawing.Point(408, 16); this.axIQFeedY1.Name = "axIQFeedY1"; this.axIQFeedY1.OcxState = ((System.Windows.Forms.AxHost.State)(resources.GetObject("axIQFeedY1.OcxState"))); this.axIQFeedY1.Size = new System.Drawing.Size(100, 50); this.axIQFeedY1.TabIndex = 4; this.axIQFeedY1.Visible = false; this.axIQFeedY1.SystemMessage += new AxIQFEEDYLib._DIQFeedYEvents_SystemMessageEventHandler(this.IQFeed_SystemMessage); this.axIQFeedY1.SummaryMessage += new AxIQFEEDYLib._DIQFeedYEvents_SummaryMessageEventHandler(this.IQFeed_SummaryMessage); this.axIQFeedY1.FundamentalMessage += new AxIQFEEDYLib._DIQFeedYEvents_FundamentalMessageEventHandler(this.IQFeed_FundamentalMessage); this.axIQFeedY1.TimeStampMessage += new AxIQFEEDYLib._DIQFeedYEvents_TimeStampMessageEventHandler(this.IQFeed_TimeStampMessage); this.axIQFeedY1.QuoteMessage += new AxIQFEEDYLib._DIQFeedYEvents_QuoteMessageEventHandler(this.IQFeed_QuoteMessage); // // frmMain // this.AutoScaleBaseSize = new System.Drawing.Size(5, 13); this.ClientSize = new System.Drawing.Size(672, 364); this.Controls.Add(this.axIQFeedY1); this.Controls.Add(this.lstData); this.Controls.Add(this.cmdGetData); this.Controls.Add(this.txtSymbol); this.Controls.Add(this.lblSymbol); this.MaximizeBox = false; this.Name = "frmMain"; this.StartPosition = System.Windows.Forms.FormStartPosition.CenterScreen; this.Text = "frmMain"; this.Load += new System.EventHandler(this.frmMain_Load); ((System.ComponentModel.ISupportInitialize)(this.axIQFeedY1)).EndInit(); this.ResumeLayout(false); } #endregion /// <summary> /// The main entry point for the application. /// </summary> [STAThread] static void Main() { Application.Run(new frmMain()); } //Form load handler, register client app here private void frmMain_Load(object sender, System.EventArgs e) { this.Text = "CSharp Level1 COM"; this.txtSymbol.Text = ""; this.txtSymbol.Enabled = false; string strName = "IQFEED_DEMO"; string strVersion = "1.0"; string strKey = "1.0"; this.axIQFeedY1.RegisterClientApp( ref strName, ref strVersion, ref strKey ); } //Watch symbol when the get data button is clicked private void cmdGetData_Click(object sender, System.EventArgs e) { string strSymbol = txtSymbol.Text.Trim(); if( strSymbol != "" ) { axIQFeedY1.WatchSymbol( ref strSymbol ); } } //Received fundamental message, add to list box private void IQFeed_FundamentalMessage(object sender, AxIQFEEDYLib._DIQFeedYEvents_FundamentalMessageEvent e) { string strData = e.strFundamentalData; lstData.Items.Insert(0,strData); } //Received summary message, add to list box private void IQFeed_SummaryMessage(object sender, AxIQFEEDYLib._DIQFeedYEvents_SummaryMessageEvent e) { string strData = e.strSummaryData; lstData.Items.Insert(0,strData); } //Received quote message, add to list box private void IQFeed_QuoteMessage(object sender, AxIQFEEDYLib._DIQFeedYEvents_QuoteMessageEvent e) { string strData = e.strQuoteData; lstData.Items.Insert(0,strData); } // First Time you receive the System message indicates you are connected. private void IQFeed_SystemMessage(object sender,AxIQFEEDYLib._DIQFeedYEvents_SystemMessageEvent e) { string strData = e.strSystemData ; txtSymbol.Enabled = true; lstData.Items.Insert(0,strData); } //Received Time Stamp message, add to list box, request history private void IQFeed_TimeStampMessage( object sender, AxIQFEEDYLib._DIQFeedYEvents_TimeStampMessageEvent e) { string strData = e.strTimeStampData; lstData.Items.Add(strData); strSymbol = txtSymbol.Text.Trim(); if ( strSymbol != "" ) { this.m_HistoryLookupClass.RequestTickHistory(strSymbol,1); } Console.Write(" TImeStampMessage Received\n"); } private void m_HistoryLookupClass_TickProgress( int iTicksReceived) { Console.Write( "{0} ticks received ",iTicksReceived); } private void m_HistoryLookupClass_TickCompleted( int iTicksReceived, object Time, object Ask, object Bid, object Volume, object TradePrice, object TradeSize) { if(!reporting_history) { reporting_history = true; DateTime[] m_TimeArray = (DateTime[]) Time; double[] m_AskArray = (double[]) Ask; double[] m_BidArray = (double[]) Bid; int[] m_VolumeArray = (int[]) Volume; double[] m_TradePriceArray = (double[]) TradePrice; int[] m_TradeSizeArray = (int[]) TradeSize; for (long i = iTicksReceived; i>0; i--) { Console.Write("Time: {0}, ", m_TimeArray.GetValue(i)); Console.Write("Ask: {0,8:F}, ",m_AskArray.GetValue(i)); Console.Write("Bid: {0,8:F}, ",m_BidArray.GetValue(i)); Console.Write("Volume:{0,6}, ", m_VolumeArray.GetValue(i)); Console.Write("Trade Price: {0,8:F}, ",m_TradePriceArray.GetValue(i)); Console.Write("Trade Size: {0,6}, ",m_TradeSizeArray.GetValue(i)); } } Console.Write("TickCompleted executed\n"); } private void m_HistoryLookupClass_MinuteCompleted( int lMinutesLoaded, object Time, object Open, object Close, object High, object Low, object Volume, object IntVolume) { if (!reporting_history) { reporting_history = true; DateTime[] m_TimeArray = (DateTime[]) Time; double[] m_OpenArray = (double[]) Open; double[] m_CloseArray = (double[]) Close; double[] m_HighArray = (double[]) High; double[] m_LowArray = (double[]) Low; int[] m_VolumeArray = (int[]) Volume; int[] m_IntVolumeArray = (int[]) IntVolume; for(long i = lMinutesLoaded; i> 0; i--) { Console.Write("Time: {0}, ", m_TimeArray.GetValue(i)); Console.Write("Open: {0,8:F}, ",m_OpenArray.GetValue(i)); Console.Write("Close: {0,8:F}, ",m_CloseArray.GetValue(i)); Console.Write("High: {0,8:F}, ",m_HighArray.GetValue(i)); Console.Write("Low: {0,8:F}, ",m_LowArray.GetValue(i)); Console.Write("Volume:{0,6}, ", m_VolumeArray.GetValue(i)); Console.Write("IntVolume:{0,6}, ",m_IntVolumeArray.GetValue(i)); } } } } } Nelson Andara nelsonandara@comcast.net |
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